The strong approximation for the Kesten–Spitzer random walk

✍ Scribed by Li-Xin Zhang

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 87 KB
• Volume: 53
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00243-1

✦ Synopsis

In this note we study the strong approximation for a one-dimensional simple random walk in a general i.i.d. scenery when the scenery has only ÿnite lower moments. Namely, an approximation is obtained when the scenery has only ÿnite (2 + )th moments.